GARCH类模型,GARCH Model英语短句,例句大全

GARCH类模型,GARCH Model
1)GARCH ModelGARCH类模型

英文短句/例句

1.Research on Chinese Volatilities of Stock Returns by GARCH Model基于GARCH类模型的中国股指收益率波动性分析
2.A Study on Financial Risk Measurement Based on Heavy Tail Distribution and GARCH Model基于厚尾分布和GARCH类模型的金融风险度量研究
3.GARCH Models and Its VaR Empirical Analysis on Foreign Exchange Risk外汇风险度量研究——基于GARCH类模型及VaR方法
4.The Comparative Study Between the CARR Model and the GARCH Race Models on the Volatility of the Financial Market金融市场波动性CARR类模型与GARCH类模型的比较研究
5.Empirical Research on Two Kinds of Short-term Interest Rate Patterns;两类短期利率模型的实证研究——基于GARCH类模型与单因子扩散模型的比较
6.Nonlinear GARCH Models and Applications to the Volatilities of Stock Returns;非线性GARCH类模型及其在股票收益率波动性上的应用
7.Research on the Application of VaR and GARCH Models in Risk Measurement of Security Investment Fund;VaR和GARCH类模型在证券投资基金风险计量中的应用研究
8.The VaR on the basis of the GARCH Model--An Inosculate Risk Management Model About the Market Risk and Liquidity Risk;基于GARCH类模型的VaR——一种融合市场风险与流动性风险的合成管理模型
9.Parameters Estimation of a Asymmetric GARCH Model一类非对称的GARCH模型的参数估计
10.To Analyse for the Research on Shangzheng Index Based on GARCH-M Models and Extreme Value Theory;利用GARCH-M类模型和极值理论对上证综指的研究
11.A Study of the High-frequency-data-based Classified Information Mixture Distribution GARCH Model;基于高频数据的分类信息混合分布GARCH模型研究
12.The Forecast Performance of Two Style GARCH Models and Portfolio VaR Computation两类多元GARCH模型的预测绩效和组合VaR的研究
13.On the Strictly Stationary Property and the Ergodicity of a generalized Asymmetric GARCH Model一类广义的非对称的GARCH模型的严平稳遍历性
14.Empirical Analysis on GARCH-type Models and VaR;GARCH模型与VaR的度量研究
15.VaR Model Based on Fattailed GARCH;基于fattailed-garch的VaR模型
16.Semiparametric GARCH Model Compared with GARCH, Nonparametric GARCH Model;参数、非参数GARCH模型与半参数GARCH模型的比较研究
17.Impacts on Stock Price through Mixed Distribution Classified Information GARCH Model and Its Application;股票价格冲击混合分布分类信息GARCH模型及其应用
18.Detection of Change-point in ARCH and GARCH Models;ARCH模型和GARCH模型的变点检测

相关短句/例句

garchGARCH类模型
1.In this paper,we discuss the influence of the stock volatility in the empirical aspect when warrants issue by analyzing the call and put options of steel stocks issued in the stock market of China in the model of GARCH.通过使用GARCH类模型,以中国证券市场上发行的钢铁类股票的认股和认沽权证为研究对象,从实证的角度分析权证的发行对股票波动性的影响。
3)GARCH-M modelsGARCH-M类模型
1.Firstly,GARCH-M、EGARCH-M and TGARCH-M models are used to simulated the original return rate series;then extreme value theory is used to model the tail of residuals;finally we can obtain the dynamic VaR and ES of the return rate series.首先用GARCH-M类模型(GARCH-M、EGARCH-M和TGARCH-M)拟和原始收益率数据,得到残差序列;第二步用极值分析的方法分析的尾部,最后得到收益率序列的动态VaR和ES。
4)GARCH modelsGARCH模型
1.Comparative research of goodness of fit between SV and GARCH models by likelihood ratio test;SV和GARCH模型拟合优度比较的似然比检验
2.Study on Financial Market Risk Based on GARCH Models基于GARCH模型的金融市场风险研究
3.We set up adequate GARCH models for the log returns series before and after reformation,by analyzing the results of the models,the impetus on the stock market is studied carefully.股权分置改革是中国股票市场的一场革命,它能够推动资本市场的改革,通过选取具有代表性的已实施股权分置改革的上海汽车集团总公司,对其股改前后的股票收益序列建立了合适的GARCH模型。
5)GARCH modelGARCH模型
1.Analysis of stock trading opportunity base on GARCH model;基于GARCH模型的股票买卖时机分析
2.An Empirical Analysis of the GARCH Model on Open-end Funds;GARCH模型在开放式基金中的实证研究
3.China Sports Group Industry stock price fluctuation based on GARCH Model;基于GARCH模型的中体产业股票价格波动性实证研究
6)GARCH-Jump modelGARCH-Jump模型
1.Discussion of jumps catching capability of GARCH-Jump model;GARCH-Jump模型对跳行为捕捉能力的讨论